Dr. Mark DeSantis
- Office Location:
- Beckman Hall 308H
- (714) 997-6957
- University of Richmond, Bachelor of Science
University of Pittsburgh, Master of Arts
University of Pittsburgh, Ph.D.
Assistant Professor of Finance. Dr. DeSantis studies questions related to Behavioral Finance. His current research focuses on quantifying the effect various non-classical factors (e.g., the recent trend in price) have on asset prices by integrating empirical studies, mathematical models, and experimental data.
- Recent Creative, Scholarly Work and Publications
Caginalp, G., DeSantis, M., and Sayrak, A. 2014. The nonlinear price dynamics of U.S. equity ETFs. Journal of Econometrics. 183(2):193-201
DeSantis, M., Swigon D., and Caginalp, G. 2012. Nonlinear dynamics and stability in a multi-group asset flow model. SIAM Journal on Applied Dynamical Systems. 11(3):1114-1148.